+123.4%
AS vs MKC
-25.1%
+148.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -1.0% |
| 7D | -4.9% | -3.0% | -1.9% | -4.4% |
| 30D | +3.9% | +4.8% | -0.9% | +3.2% |
| 3M | -9.6% | -12.8% | +3.2% | -7.9% |
| 6M | -8.7% | +5.0% | -13.7% | -9.5% |
| YTD | -19.8% | -29.1% | +9.2% | -15.5% |
| 1Y | -1.5% | -26.4% | +24.8% | +2.9% |
| All | +123.4% | -25.1% | +148.5% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling